+555.4%
HL vs ALM
+7,705.7%
-7,150.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.5% |
| 7D | +1.5% | -2.6% | +4.1% | +1.5% |
| 30D | +25.1% | +32.0% | -7.0% | +25.0% |
| 3M | +22.9% | -15.0% | +37.9% | +22.9% |
| 6M | -4.9% | -10.1% | +5.2% | -4.9% |
| YTD | +7.8% | +99.4% | -91.6% | +7.9% |
| 1Y | +133.9% | +316.4% | -182.5% | +134.4% |
| 3Y | +380.9% | +2,022.0% | -1,641.1% | +385.6% |
| 5Y | +230.2% | +941.2% | -711.0% | +232.7% |
| 10Y | +265.6% | +2,950.3% | -2,684.8% | +274.3% |
| All | +555.4% | +7,705.7% | -7,150.3% | +614.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling